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LSE epidemiologist Dr Mauricio Avendano said the only activity associated with sustained happiness was attending a church, synagogue or mosque.

“The church appears to play a very important social role in keeping depression at bay and also as a coping mechanism during periods of illness in later life. It is not clear to us how much this is about religion per se, or whether it may be about the sense of belonging and not being socially isolated,” he said.

The study showed that joining political and community organisations only provides short-term benefits in terms of mental health and seems, in fact, to lead to an increase in depressive symptoms in the longer term.

“Participants receive a higher sense of reward when they first join an organisation but if it involves a lot of effort and they don’t get much in return, the benefits may wear off after some time,” added Dr Avedano.

By contrast, the study did not find any short-term benefits from sports and participation in other social activities. The incidence of depression among older Europeans ranges from 18% in Denmark to 37% in Spain, according to the recent Global Burden of Disease study.

While the sample sizes were small, the study by Dr Simone Croezen from Erasmus MC, Dr Avendano and colleagues also threw up some diverging findings: • Southern Europeans (Italy and Spain) have higher rates of depression than older people who live in Scandinavian countries (Sweden and Denmark) or western Europe (Austria, Belgium, France, Germany, Switzerland and the Netherlands)• Depression may have less to do with the weather and more with other determinants, such as economic wellbeing or social relationships• Northern Europeans are more likely to play sport than their southern counterparts• Southern Europeans do not tend to socialise beyond their family networks and less than 10% take part in either voluntary work or educational/training courses.

Previous studies have found that people who are involved in the church, clubs, sport, political groups and voluntary activities enjoy better mental health than the rest of the population. However, little research has been done on whether any of these activities in themselves actually cause happiness or whether people who are happy to begin with are more likely to engage in these activities.